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TSLA vs. IAEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TSLA vs. IAEX.L

Last updated Jun 16, 2026

TSLA (Tesla, Inc.) is a stock, while IAEX.L (iShares AEX UCITS ETF EUR (Dist)) is Europe Equities fund tracking the Euronext AEX All Share TR EUR. Over the past 10 years, TSLA returned 39.85%/yr vs 12.64%/yr for IAEX.L. At a 0.27 correlation, their price movements are largely independent.

Performance

TSLA vs. IAEX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and iShares AEX UCITS ETF EUR (Dist) (IAEX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSLA is traded in USD, while IAEX.L is traded in GBp. To make them comparable, the IAEX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLA achieves a -8.58% return, which is significantly lower than IAEX.L's 13.35% return. Over the past 10 years, TSLA has outperformed IAEX.L with an annualized return of 39.85%, while IAEX.L has yielded a comparatively lower 12.64% annualized return.

TSLA

1D
1.16%
1M
-2.63%
YTD
-8.58%
6M
-13.50%
1Y
26.39%
3Y*
16.42%
5Y*
15.32%
10Y*
39.85%

IAEX.L

1D
-0.23%
1M
6.52%
YTD
13.35%
6M
13.52%
1Y
19.75%
3Y*
16.34%
5Y*
9.51%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. IAEX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TSLA
Tesla, Inc.		-8.58%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		13.35%24.91%6.79%20.13%-16.30%19.90%14.37%26.54%-12.97%32.32%

Correlation

The correlation between TSLA and IAEX.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2010

0.27

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Tesla, Inc.

iShares AEX UCITS ETF EUR (Dist)

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Often compared with IAEX.L:
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Return for Risk

TSLA vs. IAEX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TSLA
TSLA Risk / Return Rank: 6060
Overall Rank
TSLA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5858
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5555
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6161
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6262
Martin Ratio Rank
IAEX.L
IAEX.L Risk / Return Rank: 5252
Overall Rank
IAEX.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IAEX.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IAEX.L Omega Ratio Rank: 4949
Omega Ratio Rank
IAEX.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IAEX.L Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLA vs. IAEX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares AEX UCITS ETF EUR (Dist) (IAEX.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

TSLAIAEX.LDifference
Sharpe ratioReturn per unit of total volatility
0.60
1.35

-0.75

Sortino ratioReturn per unit of downside risk
1.10
1.97

-0.87

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.11

Calmar ratioReturn relative to maximum drawdown

0.89

2.09

-1.21

Martin ratioReturn relative to average drawdown

2.02

6.48

-4.46

TSLA vs. IAEX.L - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.60, which is lower than the IAEX.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of TSLA and IAEX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TSLA vs. IAEX.L - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, roughly equal to the maximum IAEX.L drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for TSLA and IAEX.L.

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Drawdown Indicators

TSLAIAEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-74.16%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-9.40%

-20.53%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-14.34%

-39.43%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-34.46%

-39.17%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-36.46%

-37.17%

Current Drawdown

Current decline from peak

-16.07%

-0.23%

-15.84%

Average Drawdown

Average peak-to-trough decline

-22.71%

-27.24%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.10%

3.03%

+10.07%

Volatility

TSLA vs. IAEX.L - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.34% compared to iShares AEX UCITS ETF EUR (Dist) (IAEX.L) at 3.74%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than IAEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TSLAIAEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.34%

3.74%

+10.60%

Volatility (6M)

Calculated over the trailing 6-month period

28.74%

11.96%

+16.78%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

14.61%

+29.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

18.45%

+40.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.16%

18.44%

+40.72%

Dividends

TSLA vs. IAEX.L - Dividend Comparison

TSLA has not paid dividends to shareholders, while IAEX.L's dividend yield for the trailing twelve months is around 0.96%.

PositionTTM20252024202320222021202020192018201720162015
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		0.96%2.03%2.16%2.09%2.20%1.57%1.41%2.89%3.11%2.70%2.73%2.85%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TSLA and IAEX.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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